Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting
Authors:
- Paponpat TaveeapiradeecharoenPTPaponpat Taveeapiradeecharoen
- Kosin ChamnongthaiKCKosin Chamnongthai
- Nattapol AunsriNattapol Aunsri
Open Access
- 25 January 2019
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Access
- Vol. 7, 16777-16786
Abstract
No abstract availableKeywords
Funding Information
- Office of the Higher Education Commission (MRG6080152)
- Mae Fah Luang University
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